Free Statistics

of Irreproducible Research!

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_autocorrelation.wasp
Title produced by software(Partial) Autocorrelation Function
Date of computationTue, 02 Dec 2008 13:43:15 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/02/t1228250632bmthcnecfxq8t2f.htm/, Retrieved Fri, 17 May 2024 01:41:49 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=28418, Retrieved Fri, 17 May 2024 01:41:49 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywordsACF mannen, d=1, D=0
Estimated Impact151
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [(Partial) Autocorrelation Function] [non stat time ser...] [2008-12-02 20:38:02] [c96f3dce3a823a83b6ede18389e1cfd4]
F   P     [(Partial) Autocorrelation Function] [non stat time ser...] [2008-12-02 20:43:15] [3bdbbe597ac6c61989658933956ee6ac] [Current]
-   P       [(Partial) Autocorrelation Function] [non stat time ser...] [2008-12-02 20:45:39] [c96f3dce3a823a83b6ede18389e1cfd4]
-           [(Partial) Autocorrelation Function] [non stationary ti...] [2008-12-03 12:21:35] [47f64d63202c1921bd27f3073f07a153]
-   P         [(Partial) Autocorrelation Function] [non stationary ti...] [2008-12-03 12:23:08] [47f64d63202c1921bd27f3073f07a153]
-   P         [(Partial) Autocorrelation Function] [non stationary ti...] [2008-12-03 12:23:08] [47f64d63202c1921bd27f3073f07a153]
- RMP           [Variance Reduction Matrix] [non stationary ti...] [2008-12-03 12:26:00] [47f64d63202c1921bd27f3073f07a153]
- RMP             [Spectral Analysis] [non stationary ti...] [2008-12-03 12:28:17] [47f64d63202c1921bd27f3073f07a153]
- RMP             [Spectral Analysis] [non stationary ti...] [2008-12-03 12:28:17] [47f64d63202c1921bd27f3073f07a153]
-   P               [Spectral Analysis] [non stationary ti...] [2008-12-03 12:30:17] [47f64d63202c1921bd27f3073f07a153]
-   P                 [Spectral Analysis] [non stationary ti...] [2008-12-03 12:32:20] [47f64d63202c1921bd27f3073f07a153]
Feedback Forum
2008-12-10 00:02:47 [Peter Van Doninck] [reply
Het klopt dat de gegevens nu stationair verdeeld zijn. Er is zeker geen sprake van seizoenaliteit.

Post a new message
Dataseries X:
7.6
7.9
7.9
8.1
8.2
8
7.5
6.8
6.5
6.6
7.6
8
8
7.7
7.5
7.6
7.7
7.9
7.8
7.5
7.5
7.1
7.5
7.5
7.6
7.7
7.7
7.9
8.1
8.2
8.2
8.1
7.9
7.3
6.9
6.6
6.7
6.9
7
7.1
7.2
7.1
6.9
7
6.8
6.4
6.7
6.7
6.4
6.3
6.2
6.5
6.8
6.8
6.5
6.3
5.9
5.9
6.4
6.4
6.5




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28418&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28418&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28418&T=0

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time1 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3726042.88620.002706
2-0.043281-0.33520.369303
3-0.368275-2.85260.00297
4-0.453968-3.51640.00042
5-0.148206-1.1480.127763
60.0519040.4020.344539
70.1221760.94640.173877
8-0.03476-0.26920.394331
9-0.059224-0.45870.324036
10-0.099593-0.77140.221735
11-0.02596-0.20110.420656
120.223841.73390.04404
130.0638890.49490.311244
140.1726941.33770.093025
150.0754620.58450.28053
16-0.071079-0.55060.291985
17-0.106493-0.82490.20635
18-0.114879-0.88990.18855
19-0.025722-0.19920.421373
20-0.039964-0.30960.378983
210.0754580.58450.280539
22-0.045025-0.34880.364245
23-0.130718-1.01250.157674
24-0.046689-0.36170.359441
25-0.07247-0.56140.288324
260.1302741.00910.158491
270.1600731.23990.109916
280.0991560.76810.222733
290.0745180.57720.282977
30-0.037441-0.290.386403
31-0.101581-0.78680.217236
32-0.1678-1.29980.099325
33-0.072787-0.56380.287495
34-0.05962-0.46180.322943
350.0745150.57720.282986
360.1817941.40820.08212

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & 0.372604 & 2.8862 & 0.002706 \tabularnewline
2 & -0.043281 & -0.3352 & 0.369303 \tabularnewline
3 & -0.368275 & -2.8526 & 0.00297 \tabularnewline
4 & -0.453968 & -3.5164 & 0.00042 \tabularnewline
5 & -0.148206 & -1.148 & 0.127763 \tabularnewline
6 & 0.051904 & 0.402 & 0.344539 \tabularnewline
7 & 0.122176 & 0.9464 & 0.173877 \tabularnewline
8 & -0.03476 & -0.2692 & 0.394331 \tabularnewline
9 & -0.059224 & -0.4587 & 0.324036 \tabularnewline
10 & -0.099593 & -0.7714 & 0.221735 \tabularnewline
11 & -0.02596 & -0.2011 & 0.420656 \tabularnewline
12 & 0.22384 & 1.7339 & 0.04404 \tabularnewline
13 & 0.063889 & 0.4949 & 0.311244 \tabularnewline
14 & 0.172694 & 1.3377 & 0.093025 \tabularnewline
15 & 0.075462 & 0.5845 & 0.28053 \tabularnewline
16 & -0.071079 & -0.5506 & 0.291985 \tabularnewline
17 & -0.106493 & -0.8249 & 0.20635 \tabularnewline
18 & -0.114879 & -0.8899 & 0.18855 \tabularnewline
19 & -0.025722 & -0.1992 & 0.421373 \tabularnewline
20 & -0.039964 & -0.3096 & 0.378983 \tabularnewline
21 & 0.075458 & 0.5845 & 0.280539 \tabularnewline
22 & -0.045025 & -0.3488 & 0.364245 \tabularnewline
23 & -0.130718 & -1.0125 & 0.157674 \tabularnewline
24 & -0.046689 & -0.3617 & 0.359441 \tabularnewline
25 & -0.07247 & -0.5614 & 0.288324 \tabularnewline
26 & 0.130274 & 1.0091 & 0.158491 \tabularnewline
27 & 0.160073 & 1.2399 & 0.109916 \tabularnewline
28 & 0.099156 & 0.7681 & 0.222733 \tabularnewline
29 & 0.074518 & 0.5772 & 0.282977 \tabularnewline
30 & -0.037441 & -0.29 & 0.386403 \tabularnewline
31 & -0.101581 & -0.7868 & 0.217236 \tabularnewline
32 & -0.1678 & -1.2998 & 0.099325 \tabularnewline
33 & -0.072787 & -0.5638 & 0.287495 \tabularnewline
34 & -0.05962 & -0.4618 & 0.322943 \tabularnewline
35 & 0.074515 & 0.5772 & 0.282986 \tabularnewline
36 & 0.181794 & 1.4082 & 0.08212 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28418&T=1

[TABLE]
[ROW][C]Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]ACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.372604[/C][C]2.8862[/C][C]0.002706[/C][/ROW]
[ROW][C]2[/C][C]-0.043281[/C][C]-0.3352[/C][C]0.369303[/C][/ROW]
[ROW][C]3[/C][C]-0.368275[/C][C]-2.8526[/C][C]0.00297[/C][/ROW]
[ROW][C]4[/C][C]-0.453968[/C][C]-3.5164[/C][C]0.00042[/C][/ROW]
[ROW][C]5[/C][C]-0.148206[/C][C]-1.148[/C][C]0.127763[/C][/ROW]
[ROW][C]6[/C][C]0.051904[/C][C]0.402[/C][C]0.344539[/C][/ROW]
[ROW][C]7[/C][C]0.122176[/C][C]0.9464[/C][C]0.173877[/C][/ROW]
[ROW][C]8[/C][C]-0.03476[/C][C]-0.2692[/C][C]0.394331[/C][/ROW]
[ROW][C]9[/C][C]-0.059224[/C][C]-0.4587[/C][C]0.324036[/C][/ROW]
[ROW][C]10[/C][C]-0.099593[/C][C]-0.7714[/C][C]0.221735[/C][/ROW]
[ROW][C]11[/C][C]-0.02596[/C][C]-0.2011[/C][C]0.420656[/C][/ROW]
[ROW][C]12[/C][C]0.22384[/C][C]1.7339[/C][C]0.04404[/C][/ROW]
[ROW][C]13[/C][C]0.063889[/C][C]0.4949[/C][C]0.311244[/C][/ROW]
[ROW][C]14[/C][C]0.172694[/C][C]1.3377[/C][C]0.093025[/C][/ROW]
[ROW][C]15[/C][C]0.075462[/C][C]0.5845[/C][C]0.28053[/C][/ROW]
[ROW][C]16[/C][C]-0.071079[/C][C]-0.5506[/C][C]0.291985[/C][/ROW]
[ROW][C]17[/C][C]-0.106493[/C][C]-0.8249[/C][C]0.20635[/C][/ROW]
[ROW][C]18[/C][C]-0.114879[/C][C]-0.8899[/C][C]0.18855[/C][/ROW]
[ROW][C]19[/C][C]-0.025722[/C][C]-0.1992[/C][C]0.421373[/C][/ROW]
[ROW][C]20[/C][C]-0.039964[/C][C]-0.3096[/C][C]0.378983[/C][/ROW]
[ROW][C]21[/C][C]0.075458[/C][C]0.5845[/C][C]0.280539[/C][/ROW]
[ROW][C]22[/C][C]-0.045025[/C][C]-0.3488[/C][C]0.364245[/C][/ROW]
[ROW][C]23[/C][C]-0.130718[/C][C]-1.0125[/C][C]0.157674[/C][/ROW]
[ROW][C]24[/C][C]-0.046689[/C][C]-0.3617[/C][C]0.359441[/C][/ROW]
[ROW][C]25[/C][C]-0.07247[/C][C]-0.5614[/C][C]0.288324[/C][/ROW]
[ROW][C]26[/C][C]0.130274[/C][C]1.0091[/C][C]0.158491[/C][/ROW]
[ROW][C]27[/C][C]0.160073[/C][C]1.2399[/C][C]0.109916[/C][/ROW]
[ROW][C]28[/C][C]0.099156[/C][C]0.7681[/C][C]0.222733[/C][/ROW]
[ROW][C]29[/C][C]0.074518[/C][C]0.5772[/C][C]0.282977[/C][/ROW]
[ROW][C]30[/C][C]-0.037441[/C][C]-0.29[/C][C]0.386403[/C][/ROW]
[ROW][C]31[/C][C]-0.101581[/C][C]-0.7868[/C][C]0.217236[/C][/ROW]
[ROW][C]32[/C][C]-0.1678[/C][C]-1.2998[/C][C]0.099325[/C][/ROW]
[ROW][C]33[/C][C]-0.072787[/C][C]-0.5638[/C][C]0.287495[/C][/ROW]
[ROW][C]34[/C][C]-0.05962[/C][C]-0.4618[/C][C]0.322943[/C][/ROW]
[ROW][C]35[/C][C]0.074515[/C][C]0.5772[/C][C]0.282986[/C][/ROW]
[ROW][C]36[/C][C]0.181794[/C][C]1.4082[/C][C]0.08212[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28418&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28418&T=1

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag kACF(k)T-STATP-value
10.3726042.88620.002706
2-0.043281-0.33520.369303
3-0.368275-2.85260.00297
4-0.453968-3.51640.00042
5-0.148206-1.1480.127763
60.0519040.4020.344539
70.1221760.94640.173877
8-0.03476-0.26920.394331
9-0.059224-0.45870.324036
10-0.099593-0.77140.221735
11-0.02596-0.20110.420656
120.223841.73390.04404
130.0638890.49490.311244
140.1726941.33770.093025
150.0754620.58450.28053
16-0.071079-0.55060.291985
17-0.106493-0.82490.20635
18-0.114879-0.88990.18855
19-0.025722-0.19920.421373
20-0.039964-0.30960.378983
210.0754580.58450.280539
22-0.045025-0.34880.364245
23-0.130718-1.01250.157674
24-0.046689-0.36170.359441
25-0.07247-0.56140.288324
260.1302741.00910.158491
270.1600731.23990.109916
280.0991560.76810.222733
290.0745180.57720.282977
30-0.037441-0.290.386403
31-0.101581-0.78680.217236
32-0.1678-1.29980.099325
33-0.072787-0.56380.287495
34-0.05962-0.46180.322943
350.0745150.57720.282986
360.1817941.40820.08212







Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3726042.88620.002706
2-0.211474-1.63810.05332
3-0.328136-2.54170.006816
4-0.263953-2.04460.022646
50.065770.50940.306153
6-0.073312-0.56790.286121
7-0.133355-1.0330.152883
8-0.267925-2.07530.021125
9-0.010074-0.0780.46903
10-0.13831-1.07130.144153
11-0.115725-0.89640.18681
120.1305311.01110.158017
13-0.230036-1.78190.039917
140.2085481.61540.055735
150.0521340.40380.343889
16-0.023805-0.18440.427165
17-0.034163-0.26460.396103
180.0885880.68620.247614
190.0714140.55320.2911
20-0.059183-0.45840.324149
210.073110.56630.286648
22-0.076345-0.59140.278247
23-0.130963-1.01440.157224
24-0.046604-0.3610.359688
25-0.058998-0.4570.324662
26-0.079591-0.61650.269944
27-0.039332-0.30470.380838
28-0.063706-0.49350.311743
290.0699440.54180.294986
30-0.061712-0.4780.317186
31-0.078332-0.60680.273151
32-0.074117-0.57410.28402
33-0.082188-0.63660.263395
34-0.027837-0.21560.415006
350.063680.49330.311813
360.0619610.47990.316506

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & 0.372604 & 2.8862 & 0.002706 \tabularnewline
2 & -0.211474 & -1.6381 & 0.05332 \tabularnewline
3 & -0.328136 & -2.5417 & 0.006816 \tabularnewline
4 & -0.263953 & -2.0446 & 0.022646 \tabularnewline
5 & 0.06577 & 0.5094 & 0.306153 \tabularnewline
6 & -0.073312 & -0.5679 & 0.286121 \tabularnewline
7 & -0.133355 & -1.033 & 0.152883 \tabularnewline
8 & -0.267925 & -2.0753 & 0.021125 \tabularnewline
9 & -0.010074 & -0.078 & 0.46903 \tabularnewline
10 & -0.13831 & -1.0713 & 0.144153 \tabularnewline
11 & -0.115725 & -0.8964 & 0.18681 \tabularnewline
12 & 0.130531 & 1.0111 & 0.158017 \tabularnewline
13 & -0.230036 & -1.7819 & 0.039917 \tabularnewline
14 & 0.208548 & 1.6154 & 0.055735 \tabularnewline
15 & 0.052134 & 0.4038 & 0.343889 \tabularnewline
16 & -0.023805 & -0.1844 & 0.427165 \tabularnewline
17 & -0.034163 & -0.2646 & 0.396103 \tabularnewline
18 & 0.088588 & 0.6862 & 0.247614 \tabularnewline
19 & 0.071414 & 0.5532 & 0.2911 \tabularnewline
20 & -0.059183 & -0.4584 & 0.324149 \tabularnewline
21 & 0.07311 & 0.5663 & 0.286648 \tabularnewline
22 & -0.076345 & -0.5914 & 0.278247 \tabularnewline
23 & -0.130963 & -1.0144 & 0.157224 \tabularnewline
24 & -0.046604 & -0.361 & 0.359688 \tabularnewline
25 & -0.058998 & -0.457 & 0.324662 \tabularnewline
26 & -0.079591 & -0.6165 & 0.269944 \tabularnewline
27 & -0.039332 & -0.3047 & 0.380838 \tabularnewline
28 & -0.063706 & -0.4935 & 0.311743 \tabularnewline
29 & 0.069944 & 0.5418 & 0.294986 \tabularnewline
30 & -0.061712 & -0.478 & 0.317186 \tabularnewline
31 & -0.078332 & -0.6068 & 0.273151 \tabularnewline
32 & -0.074117 & -0.5741 & 0.28402 \tabularnewline
33 & -0.082188 & -0.6366 & 0.263395 \tabularnewline
34 & -0.027837 & -0.2156 & 0.415006 \tabularnewline
35 & 0.06368 & 0.4933 & 0.311813 \tabularnewline
36 & 0.061961 & 0.4799 & 0.316506 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=28418&T=2

[TABLE]
[ROW][C]Partial Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]PACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]0.372604[/C][C]2.8862[/C][C]0.002706[/C][/ROW]
[ROW][C]2[/C][C]-0.211474[/C][C]-1.6381[/C][C]0.05332[/C][/ROW]
[ROW][C]3[/C][C]-0.328136[/C][C]-2.5417[/C][C]0.006816[/C][/ROW]
[ROW][C]4[/C][C]-0.263953[/C][C]-2.0446[/C][C]0.022646[/C][/ROW]
[ROW][C]5[/C][C]0.06577[/C][C]0.5094[/C][C]0.306153[/C][/ROW]
[ROW][C]6[/C][C]-0.073312[/C][C]-0.5679[/C][C]0.286121[/C][/ROW]
[ROW][C]7[/C][C]-0.133355[/C][C]-1.033[/C][C]0.152883[/C][/ROW]
[ROW][C]8[/C][C]-0.267925[/C][C]-2.0753[/C][C]0.021125[/C][/ROW]
[ROW][C]9[/C][C]-0.010074[/C][C]-0.078[/C][C]0.46903[/C][/ROW]
[ROW][C]10[/C][C]-0.13831[/C][C]-1.0713[/C][C]0.144153[/C][/ROW]
[ROW][C]11[/C][C]-0.115725[/C][C]-0.8964[/C][C]0.18681[/C][/ROW]
[ROW][C]12[/C][C]0.130531[/C][C]1.0111[/C][C]0.158017[/C][/ROW]
[ROW][C]13[/C][C]-0.230036[/C][C]-1.7819[/C][C]0.039917[/C][/ROW]
[ROW][C]14[/C][C]0.208548[/C][C]1.6154[/C][C]0.055735[/C][/ROW]
[ROW][C]15[/C][C]0.052134[/C][C]0.4038[/C][C]0.343889[/C][/ROW]
[ROW][C]16[/C][C]-0.023805[/C][C]-0.1844[/C][C]0.427165[/C][/ROW]
[ROW][C]17[/C][C]-0.034163[/C][C]-0.2646[/C][C]0.396103[/C][/ROW]
[ROW][C]18[/C][C]0.088588[/C][C]0.6862[/C][C]0.247614[/C][/ROW]
[ROW][C]19[/C][C]0.071414[/C][C]0.5532[/C][C]0.2911[/C][/ROW]
[ROW][C]20[/C][C]-0.059183[/C][C]-0.4584[/C][C]0.324149[/C][/ROW]
[ROW][C]21[/C][C]0.07311[/C][C]0.5663[/C][C]0.286648[/C][/ROW]
[ROW][C]22[/C][C]-0.076345[/C][C]-0.5914[/C][C]0.278247[/C][/ROW]
[ROW][C]23[/C][C]-0.130963[/C][C]-1.0144[/C][C]0.157224[/C][/ROW]
[ROW][C]24[/C][C]-0.046604[/C][C]-0.361[/C][C]0.359688[/C][/ROW]
[ROW][C]25[/C][C]-0.058998[/C][C]-0.457[/C][C]0.324662[/C][/ROW]
[ROW][C]26[/C][C]-0.079591[/C][C]-0.6165[/C][C]0.269944[/C][/ROW]
[ROW][C]27[/C][C]-0.039332[/C][C]-0.3047[/C][C]0.380838[/C][/ROW]
[ROW][C]28[/C][C]-0.063706[/C][C]-0.4935[/C][C]0.311743[/C][/ROW]
[ROW][C]29[/C][C]0.069944[/C][C]0.5418[/C][C]0.294986[/C][/ROW]
[ROW][C]30[/C][C]-0.061712[/C][C]-0.478[/C][C]0.317186[/C][/ROW]
[ROW][C]31[/C][C]-0.078332[/C][C]-0.6068[/C][C]0.273151[/C][/ROW]
[ROW][C]32[/C][C]-0.074117[/C][C]-0.5741[/C][C]0.28402[/C][/ROW]
[ROW][C]33[/C][C]-0.082188[/C][C]-0.6366[/C][C]0.263395[/C][/ROW]
[ROW][C]34[/C][C]-0.027837[/C][C]-0.2156[/C][C]0.415006[/C][/ROW]
[ROW][C]35[/C][C]0.06368[/C][C]0.4933[/C][C]0.311813[/C][/ROW]
[ROW][C]36[/C][C]0.061961[/C][C]0.4799[/C][C]0.316506[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=28418&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=28418&T=2

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag kPACF(k)T-STATP-value
10.3726042.88620.002706
2-0.211474-1.63810.05332
3-0.328136-2.54170.006816
4-0.263953-2.04460.022646
50.065770.50940.306153
6-0.073312-0.56790.286121
7-0.133355-1.0330.152883
8-0.267925-2.07530.021125
9-0.010074-0.0780.46903
10-0.13831-1.07130.144153
11-0.115725-0.89640.18681
120.1305311.01110.158017
13-0.230036-1.78190.039917
140.2085481.61540.055735
150.0521340.40380.343889
16-0.023805-0.18440.427165
17-0.034163-0.26460.396103
180.0885880.68620.247614
190.0714140.55320.2911
20-0.059183-0.45840.324149
210.073110.56630.286648
22-0.076345-0.59140.278247
23-0.130963-1.01440.157224
24-0.046604-0.3610.359688
25-0.058998-0.4570.324662
26-0.079591-0.61650.269944
27-0.039332-0.30470.380838
28-0.063706-0.49350.311743
290.0699440.54180.294986
30-0.061712-0.4780.317186
31-0.078332-0.60680.273151
32-0.074117-0.57410.28402
33-0.082188-0.63660.263395
34-0.027837-0.21560.415006
350.063680.49330.311813
360.0619610.47990.316506



Parameters (Session):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;
Parameters (R input):
par1 = 36 ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ;
R code (references can be found in the software module):
if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='pic1.png')
racf <- acf(x,par1,main='Autocorrelation',xlab='lags',ylab='ACF')
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF')
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')